Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 40
PPOthreshold = -0.6
Profit account= 99 (per day adjusted to desire% DD )
Activity = 2.98 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 40 and PPOthreshold = -0.6

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
319 53654.56 874.30 10148.80 4 458 367 -33.8 40 -0.6 XAUUSD 33.829333 29.560145 8868.0435 15860.366 18.140645 0.5238476 No
19 33747.97 874.70 7197.83 4 331 266 -24.0 40 -0.6 AUDUSD 23.992767 41.679228 12503.7685 14065.893 16.080820 0.3784155 No
49 6049.25 838.84 1434.05 3 82 67 -4.8 40 -0.6 EURGBP 4.780167 209.197727 62759.3180 12654.893 15.086183 0.0977540 No
169 19060.75 852.30 5760.66 3 206 164 -19.2 40 -0.6 GBPUSD 19.202200 52.077366 15623.2098 9926.337 11.646529 0.2416989 No
79 22469.12 861.10 7406.74 4 227 169 -24.7 40 -0.6 EURJPY 24.689133 40.503649 12151.0948 9100.814 10.568823 0.2636163 No
229 11679.45 844.42 4084.69 3 134 105 -13.6 40 -0.6 USDCAD 13.615633 73.444986 22033.4958 8577.970 10.158417 0.1586888 No
259 18453.22 836.75 13696.25 4 173 130 -45.7 40 -0.6 USDCHF 45.654167 21.903806 6571.1417 4041.957 4.830544 0.2067523 No
139 38998.58 866.47 33723.22 5 273 204 -112.4 40 -0.6 GBPJPY 112.410733 8.895948 2668.7843 3469.293 4.003939 0.3150715 No
289 147930.53 871.69 133860.35 7 213 160 -446.2 40 -0.6 USDJPY 446.201167 2.241142 672.3425 3315.333 3.803339 0.2443529 Yes
109 30746.85 858.13 41639.79 5 175 129 -138.8 40 -0.6 EURUSD 138.799300 7.204647 2161.3942 2215.202 2.581430 0.2039318 No
199 75413.06 874.44 130354.47 6 338 274 -434.5 40 -0.6 NZDUSD 434.514900 2.301417 690.4251 1735.569 1.984778 0.3865331 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5